Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (Q419202): Difference between revisions

The authors obtain some maximal inequalities for demimartingales using an upcrossing inequality for demimartingales due to \textit{C. M. Newman} and \textit{A. L. Wright} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 361--371 (1982; Zbl 0465.60010)]. They also derive maximal inequalities for \(N\)-demimartingales as an application of the down crossing inequality from [\textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)]. Furthermore, they obtain an inequality for non-negative real numbers and derive some moment inequalities for the class of demimartingales as an application of this inequality.